Rare. The worse part of an epidural injection is typically the local anesthetic administered to numb the skin. After that the needle typically feels like pressure. However as the needle enters the spinal canal or around the nerve root there can be some pain that is transient. Complications can be bleeding, infection, nerve damage and paralysis, but these are extremely rare.

Epidural steroid . Infection, nerve injury, scar formation, failure to work, CSF leak etc etc, all of these are low however. I send my patients to guys and gals i trust, but just like any intervention, even in the best hands things can happen.